+27.3%
EXPE vs PBF
+176.6%
-149.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.3% | -11.2% | -7.6% |
| 7D | -9.8% | +2.4% | -12.1% | -9.5% |
| 30D | -11.5% | +24.9% | -36.4% | -9.6% |
| 3M | +21.7% | +81.9% | -60.2% | +28.4% |
| 6M | +10.4% | +79.4% | -69.0% | +16.6% |
| YTD | -2.5% | +188.3% | -190.8% | +5.5% |
| 1Y | +27.3% | +177.3% | -149.9% | +40.6% |
| All | +27.3% | +176.6% | -149.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling